{"id":32243,"date":"2006-08-21T13:13:13","date_gmt":"2006-08-21T17:13:13","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=82"},"modified":"2006-08-21T13:13:13","modified_gmt":"2006-08-21T17:13:13","slug":"august-18-2006","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32243","title":{"rendered":"August 18, 2006"},"content":{"rendered":"\n\n\n\n\n\n\n\n\n\n\n
Note that these indices are experimental; the absolute and relative daily values are expected to change in the final version<\/strong><\/td>\n<\/tr>\n
Index<\/td>\nCurrent Yield (at bid)<\/td>\nYTW<\/td>\nAverage Trading Value<\/td>\nMod Dur (YTW)<\/td>\nIssues<\/td>\nDay’s Perf.<\/td>\nIndex Value<\/td>\n<\/tr>\n
Ratchet<\/td>\n4.35%<\/td>\n4.31%<\/td>\n25,733<\/td>\n16.66<\/td>\n2<\/td>\n-0.1003%<\/td>\n993.1<\/td>\n<\/tr>\n
Fixed-Floater<\/td>\n4.95%<\/td>\n4.22%<\/td>\n263,671<\/td>\n16.58<\/td>\n6<\/td>\n-0.1777%<\/td>\n1,001.5<\/td>\n<\/tr>\n
Floater<\/td>\n4.59%<\/td>\n-18.52%<\/td>\n58,033<\/td>\n6.44<\/td>\n5<\/td>\n0.0878%<\/td>\n1,008.1<\/td>\n<\/tr>\n
Op. Retract<\/td>\n4.72%<\/td>\n2.95%<\/td>\n75,582<\/td>\n2.62<\/td>\n18<\/td>\n0.0632%<\/td>\n1,002.1<\/td>\n<\/tr>\n
Split-Share<\/td>\n5.01%<\/td>\n3.39%<\/td>\n56,001<\/td>\n2.76<\/td>\n10<\/td>\n0.2879%<\/td>\n1,004.3<\/td>\n<\/tr>\n
Interest Bearing<\/td>\n6.84%<\/td>\n5.16%<\/td>\n60,163<\/td>\n2.14<\/td>\n7<\/td>\n0.0592%<\/td>\n1,011.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.27%<\/td>\n4.22%<\/td>\n167,084<\/td>\n3.83<\/td>\n42<\/td>\n0.1044%<\/td>\n1,013.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.71%<\/td>\n4.73%<\/td>\n348,333<\/td>\n12.34<\/td>\n13<\/td>\n0.2677%<\/td>\n1,020.1<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n
Major Price Changes<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
WFS.PR.A<\/td>\nSplitShare<\/td>\n+1.4151%<\/td>\n\u00a0<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nVolume<\/td>\nNotes<\/td>\n<\/tr>\n
STW.PR.A<\/td>\nInterestBearing<\/td>\n380,000<\/td>\n$10 p.v., so not as much as it sounds … but still respectable!<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nPerpetualDiscount<\/td>\n32,570<\/td>\n\u00a0<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetualPremium<\/td>\n23,920<\/td>\n\u00a0<\/td>\n<\/tr>\n
BC.PR.C<\/td>\nFixedFloater<\/td>\n22,766<\/td>\n\u00a0<\/td>\n<\/tr>\n
WN.PR.E<\/td>\nPerpetualDiscount<\/td>\n14,053<\/td>\n\u00a0<\/td>\n<\/tr>\n<\/table>\n

There were five other index-included issues with volumes of more than 10,000 shares\n<\/p>\n

<\/p>\n","protected":false},"excerpt":{"rendered":"

Note that these indices are experimental; the absolute and relative daily values are expected to change in the final version Index Current Yield (at bid) YTW Average Trading Value Mod Dur (YTW) Issues Day’s Perf. …<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[15],"tags":[],"class_list":["post-32243","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32243","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=32243"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32243\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32243"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32243"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32243"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}